d = history(c,s,f,startdate,enddate)
returns the historical Wind Data Feed Services (WDS) market data for the specified security and fields using the WDS
connection. Specify a date range for the historical data to return.
d = history(c,s,f,startdate,enddate,Name,Value)
specifies additional options using one or more name-value pair arguments. For
example, 'Currency','EUR' returns data in the Euro
currency.
[d,e] = history(___)
also returns the WDS error identifier using any of the input argument combinations
in the previous syntaxes. For troubleshooting, contact Wind Information Co.,
Ltd.
Using a WDS connection, retrieve historical data for a single security and display the data. Specify the currency for the data.
Create a WDS connection.
c = wind;
Format output data for currency.
format bank
Using the 0001.HK security, retrieve the open, high, low, and closing prices from August 10, 2017 through August 15, 2017. Specify the EUR currency by using the 'Currency' name-value pair argument.
s = '0001.HK';
f = ["open","high","low","close"];
startdate = '2017-08-10';
enddate = '2017-08-15';
currency = 'EUR';
d = history(c,s,f,startdate,enddate,'Currency',currency)
d=4×4 timetable
Time OPEN HIGH LOW CLOSE
____________________ _____ _____ _____ _____
10-Aug-2017 00:00:00 11.37 11.43 11.24 11.24
11-Aug-2017 00:00:00 11.10 11.18 10.99 11.00
14-Aug-2017 00:00:00 11.05 11.06 10.97 11.04
15-Aug-2017 00:00:00 11.01 11.13 10.99 11.07
d is a timetable that contains one row for each trading day with the time and a variable for each specified field.
WDS connection, specified as a connection object created with the wind function.
Security, specified as a character vector or string scalar.
Example: '0001.HK'
Data Types: char | string
Fields, specified as a character vector, string scalar, cell array of character vectors, or
string array. For a single field, use a character vector or string scalar. For multiple
fields, use a cell array of character vectors or string array.
For details about valid fields, contact Wind Information Co., Ltd.
Example: {"high","low"}
Data Types: char | string | cell
Start date of the historical date range, specified as a
datetime scalar, numeric scalar, character vector, or
string scalar.
Example: 731878
Example: datetime('yesterday')
Data Types: datetime | double | char | string
End date of the historical date range, specified as a
datetime scalar, numeric scalar, character vector, or
string scalar.
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN, where Name is
the argument name and Value is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and encloseNamein quotes.
Example: history(c,s,f,'Days','Weekdays','Currency','EUR')
returns historical WDS market data only for weekdays and in the Euro
currency.
Currency, specified as the comma-separated pair consisting of
'Currency' and a character vector or string
scalar that contains three characters identifying the ISO® code for the currency. For example, specify
'USD' for the US currency.
Data Types: char | string
Days, specified as the comma-separated pair consisting of
'Days' and the value 'Alldays'
to return data for all days, or the value 'Weekdays'
to return data for weekdays only.
Fill, specified as the comma-separated pair consisting of
'Fill' and the value 'Null' to
fill missing data with NULL values, or the value
'Previous' to fill missing data with previous
values.
Period, specified as the comma-separated pair consisting of
'Period' and one of these values.
Value
Description
'D'
Daily
'W'
Weekly
'M'
Monthly
'Q'
Quarterly
'Y'
Annually
For details about these values, contact Wind Information Co.,
Ltd.
Price adjustment, specified as the comma-separated pair consisting of
'PriceAdj' and one of these values.
Value
Description
'F'
Forward
'B'
Backward
'T'
Fixed
'CP'
Clean price
'DP'
Dirty price
'MP'
Market price
'YTM'
Yield
For details about these values, contact Wind Information Co.,
Ltd.
Exchange code, specified as the comma-separated pair consisting of
'TradingCalendar' and a character vector or
string scalar. For example, specify 'NYSE' for the
New York Stock Exchange.
Historical WDS market data, returned as a timetable. The rows in the
timetable correspond to the dates in the date range, as specified by the
startdate and enddate input
arguments. The variables in the timetable correspond to the specified fields
in the f input argument.
WDS error identifier, returned as a numeric scalar. The value 0 indicates a
successful execution of the history function. Otherwise, for
details about the error, contact Wind Information Co., Ltd.
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